Keywords: IE13; IE30; IM50; IB11; C61; G11; D91; Heterogeneous discounting; Consumption and portfolio rules; Life insurance; Time-consistency;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: IM30; IM50; IE12; D81; G22; Cumulative Prospect Theory; Iterativity; Zero utility principle; Non-expected utility; Generalized Choquet integral;
Pricing insurance contracts under Cumulative Prospect Theory
Keywords: D81; G22; IM30; IM50; IE12; Cumulative Prospect Theory; Premium principle; Non-expected utility;
An elementary approach to discrete models of dividend strategies
Keywords: G22; G35; IM13; IM50; Optimal dividends; Penalty at ruin; Dividends-penalty identity; Band strategy; Lundberg equation;
On the robustness of longevity risk pricing
Keywords: IM12; IM50; Longevity risk; Risk-neutral method; Wang transform; Sharpe ratio rule; Robustness;
Optimal investment and reinsurance of an insurer with model uncertainty
Keywords: C73; G11; G22; IM52; IM50; IB90; IB91; IE53; Optimal investment; Proportional reinsurance; Model uncertainty; Stochastic differential game; Exponential utility; Penalty of ruin; HJBI equations;
Optimal dividend strategies in a Cramér-Lundberg model with capital injections
Keywords: C61; IM50; IM13; Stochastic control; Hamilton-Jacobi-Bellman equation; Dividend; Capital injection; Barrier strategy;
A game theoretic approach to option valuation under Markovian regime-switching models
Keywords: C73; G13; G11; IM10; IM50; IE11; IE50; Option valuation; Regime switching; Stochastic differential game; Esscher transform; Jump-diffusion model; Power utility;
Regret, portfolio choice, and guarantees in defined contribution schemes
Keywords: G11; G23; D81; IM50; IE13; Regret; Investment; Retirement saving; Guarantee;
Optimal investment for insurer with jump-diffusion risk process
Keywords: IM12; IM50; Hamilton-Jacobi-Bellman equations; Martingale; Utility; Jump-diffusion; Ito's formula; Stochastic control;